NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY

DOI10.1017/S0266466617000111zbMath1390.62057MaRDI QIDQ4643222

Xun Lu, Songnian Chen, Xianbo Zhou, Yahong Zhou

Publication date: 24 May 2018

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

heteroskedasticitynonparametric identification and estimationtruncated regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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